...try any of the applicable possible solutions.
1. In Windows Vista, go to the application in the directory file folder and right click the icon, click "Run as administrator". After that, the game should start without any problems.
2. right-click on the desktop shortcut (if u have one), go to properties, then compatibility tab, and then check the boxes for Compatibility mode for Windows XP (Service Pack 2) and Privilege level - run this program as an administrator. click ok.
3. run the latest patch (try this link -http://www.download.com/Command-Conquer-Red-Alert-2-1-006-patch/3000-2103_4-10236244.html?hhTest=1). i think that's the latest (v1.006)
4. if all else fails, reinstall.. if still a problem, check their website.
i really hope that this helped you to enjoy your game!
(if u really love it, i hope u bought the original game)